Two sample tests for high-dimensional autocovariances (Q830592)
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scientific article; zbMATH DE number 7345913
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| English | Two sample tests for high-dimensional autocovariances |
scientific article; zbMATH DE number 7345913 |
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Two sample tests for high-dimensional autocovariances (English)
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7 May 2021
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high-dimensional time series
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autocovariances
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block multiplier bootstrap
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dynamic factor models
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principal components
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hypothesis tests
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